pith. sign in

arxiv: 1611.07201 · v1 · pith:3IZM4CZKnew · submitted 2016-11-22 · 🧮 math.NA · math.OC

Preconditioning PDE-constrained optimization with rm L¹-sparsity and control constraints

classification 🧮 math.NA math.OC
keywords newtonproblemsconstraintscontrolinclusionnumericaloptimizationpde-constrained
0
0 comments X
read the original abstract

PDE-constrained optimization aims at finding optimal setups for partial differential equations so that relevant quantities are minimized. Including sparsity promoting terms in the formulation of such problems results in more practically relevant computed controls but adds more challenges to the numerical solution of these problems. The needed $\rm L^1$-terms as well as additional inclusion of box control constraints require the use of semismooth Newton methods. We propose robust preconditioners for different formulations of the Newton's equation. With the inclusion of a line-search strategy and an inexact approach for the solution of the linear systems, the resulting semismooth Newton's method is feasible for practical problems. Our results are underpinned by a theoretical analysis of the preconditioned matrix. Numerical experiments illustrate the robustness of the proposed scheme.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.